Kalman filters are wonderful things and great for keeping track of where other things are in relation to yourself. But for localizing my robot I'd generally us

Kalman filters are wonderful things and great for keeping track of where other things are in relation to yourself. But for localizing my robot I'd generally use a Particle Filter[1] instead to allow me to represent multiple hypothesis about where I am. For example if I see a doorway I know I'm going to be by one of the doorways on the corridor but I won't be able to tell which one without further observation. But if there's a source of absolute but imprecise location, like GPS, then a Kalman filter is a good choice again. [1]https://en.wikipedia.org/wiki/Particle_filter https://en.wikipedia.org/wiki/Particle_filter